Gaussian Markov Random Fields
Theory and Applications
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There are a wide range of applications for Gaussian Markov Random Fields (GMRFs), from structural time-series analysis to the analysis of longitudinal and survival data, spatio-temporal models, graphical models, and semi-parametric statistics. This book provides various case studies that illustrate the use of GMRFs in complex hierarchical models.
Gaussian Markov Random Field (GMRF) models, most widely used in spatial statistics are presented in this, the first book on the subject that provides a unified framework of GMRFs with particular emphasis on the computational aspects.
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